//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
source:"econis"
~isPartOf:"Computational economics"
~isPartOf:"Journal of financial econometrics"
~subject:"Finanzmarkt"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Finanzmarkt
Volatilität
Time series analysis
167
Zeitreihenanalyse
167
Theorie
93
Theory
93
Forecasting model
57
Prognoseverfahren
57
Estimation
47
Schätzung
47
Volatility
47
Estimation theory
45
Schätztheorie
45
State space model
38
Zustandsraummodell
38
ARCH model
23
ARCH-Modell
23
Capital income
23
Kapitaleinkommen
23
Stochastic process
22
Stochastischer Prozess
22
Börsenkurs
16
Share price
16
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Neural networks
13
Neuronale Netze
13
Aktienmarkt
11
Cointegration
11
Correlation
11
Financial market
11
Kointegration
11
Korrelation
11
Markov chain
11
Markov-Kette
11
Portfolio selection
11
Portfolio-Management
11
Stock market
11
Nichtlineare Regression
10
Nonlinear regression
10
more ...
less ...
Online availability
All
Undetermined
51
Free
1
Type of publication
All
Article
54
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
55
Aufsatz in Zeitschrift
55
Aufsatzsammlung
1
Language
All
English
55
Author
All
Jawadi, Fredj
3
Aloy, Marcel
1
Antognini, Jonathan
1
Arce, Paola
1
Asai, Manabu
1
Barrios, Erniel B.
1
Belkacem, Lotfi
1
Bennedsen, Mikkel
1
Beyaztas, Beste H.
1
Beyaztas, Ufuk
1
Bianchi, Michele Leonardo
1
Boubaker, Heni
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Calzolari, Giorgio
1
Caporin, Massimiliano
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Ceffer, Attila
1
Cenesizoglu, Tolga
1
Chaudhary, Sanjay
1
Chen, Qiang
1
Chen, Yi-Ting
1
Chen, Zhu-ming
1
Cheung, Yin-Wong
1
Chung, Sang-Kuck
1
Cipollini, Fabrizio
1
Corsi, Fulvio
1
Dabhi, Vipul K.
1
Dias, Gustavo Fruet
1
Diks, Cees G. H.
1
Erdemlioglu, Deniz
1
Fabozzi, Frank J.
1
Fallahgoul, Hasan
1
Fernandes, Marcelo
1
Ftiti, Zied
1
Fu, Junhui
1
Gallo, Giampiero M.
1
Gao, Wei
1
Ghosh, Indranil
1
more ...
less ...
Published in...
All
Computational economics
Journal of financial econometrics
Journal of econometrics
104
Discussion paper / Tinbergen Institute
79
Energy economics
67
Economic modelling
61
International journal of forecasting
59
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Journal of empirical finance
49
Finance research letters
44
Applied economics
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Economics letters
36
Econometric reviews
35
Journal of forecasting
35
The North American journal of economics and finance : a journal of financial economics studies
33
International review of financial analysis
31
International review of economics & finance : IREF
30
Journal of banking & finance
30
Journal of risk and financial management : JRFM
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Working paper
26
CREATES research paper
25
Quantitative finance
25
SFB 649 discussion paper
23
Research in international business and finance
22
CESifo working papers
19
Journal of economic dynamics & control
18
Applied financial economics
17
Economics working paper
17
CAMA working paper series
16
Econometrics : open access journal
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Applied economics letters
15
Econometric theory
14
The econometrics journal
14
Economics and finance working paper series
13
International journal of economics and finance
13
Journal of financial economics
13
Journal of international financial markets, institutions & money
13
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
55
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
2
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
3
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
4
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
Saved in:
5
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
6
The role of jumps in realized volatility modeling and forecasting
Caporin, Massimiliano
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1143-1168
Persistent link: https://www.econbiz.de/10014391446
Saved in:
7
A joint model for the term structure of interest rates and realized volatility
Hansen, Anne Lundgaard
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1196-1227
Persistent link: https://www.econbiz.de/10014391449
Saved in:
8
Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji
;
Skrobotov, Anton
;
Tsarev, Alexey
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459
Saved in:
9
Multiscale multifractal detrended fluctuation analysis and trend identification of liquidity in the China's stock markets
Yan, Ruzhen
;
Yue, Ding
;
Wu, Xu
;
Gao, Wei
- In:
Computational economics
61
(
2023
)
2
,
pp. 487-511
Persistent link: https://www.econbiz.de/10014228448
Saved in:
10
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->